Thanks ainwood for the tip!
But one caveat to casual users...be very very cautious changing OS sytem variables - don't do it unless you understand what you are doing. Setting the Virtual Memory incorrectly can lead to other serious issues on the OS level...and potentially could result in Data Loss or the total crash of the OS. There is no one correct setting for this, it depends on your individual system specs ( and the OS version); actually Windows 2000/XP does a fine job on memory management (Windows 98 was a different beast - I won't go there as it is not a Civ4 supported OS) and this really should not have to be messed with. DEP is another setting you should use care customizing.
The analogy is kinda like a car - on older cars that had plugs and distributors, you could increase the performance of your engine by fiddling with the timing and plug gap - but unless you understood what you were doing you could cause the engine not to run.
I am curious about the reported memory leaks - I'm not saying folks are not having them, I believe they are - but on my system, which does crash to desktop randomly when playing at times, there is no indication of a constant memory leak.
What I am seeing instead is 100% CPU utilization at all times. This usually occurs with older DOS/Windows 9x programs that were ported to the NT Kernel. You usually don't see it with programs that were written expressly for 2000/XP. If I were looking for a solution, these clues would direct me to suspect that DirectX is involved somehow. It is the ganglion where the Game, the OS Memory manager and the Drivers all tie together. On some systems, the game's DirectX hooks may not be working as planned.
Either that or there is a corruption somewhere in one or more of the animation flics. ( I remember the Sims would crash like this if a bad flic was introduced). My crashes occur most commonly soon after a new leaderhead appears. Saladin is the one that makes it happen the most. Also, at least one of the wonder movies freezes up- the one for "The Globe Theatre". I have also had a crash soon after this event.
Anyway, hope this helps in the efforts to find the solution - I hate to see this stuff with any application - I feel for the tech team - I've been involved with this many times working in Q&A environments and it is not my idea of real fun.